‘Fake’ Comments

This morning I received 17 emails notifying me of a comment being made on a particular post on my blog. These were all spam/rubbish/abuse but seemed to form a conversation between a number of people (the emails themselves arrived minutes apart)

My site is set up so that I moderate all comments yet these mentioned nothing about approving them. When I log onto my site, these comments don’t appear anywhere, and as far as I can make out, not visible to anyone.

Just rather puzzled as to how this occurred. Has anyone else had similar happen?